IE6 D/L Problem (Win XP + IE 6.0)

Since I IE washes out my cookies when I leave a log-in website, I thought that I would d/l IE6 and start all over again. But, I keep getting a message which is included here. I've both restarted and shut down the PC but the message keeps popping up. The message is,
"A previous installation has pending work requiring a reboot. You need to restart your computer to complete that installation before running Internet Explorer Setup.Setup will now close".
Any suggestions?